Navigation : Cube - Measures -- ACC -- IMADRC -- IMASummary -- InternalModelApproach -- Native_measures -- PL -- PLSummary -- StandardisedApproach --- Aggregated RiskCharge by Class --- CSR Sec CTP --- CSR Sec non-CTP --- CSR non-Sec --- Commodity --- Count --- DRC --- Equity --- FX --- GIRR ---- Curvature ----- GIRR Curvature CVR Down ----- GIRR Curvature CVR Up ----- GIRR Curvature Delta Sensitivities ----- GIRR Curvature Delta Weighted Sensitivities ----- GIRR Curvature Risk Charge ----- GIRR Curvature Risk Position ----- GIRR Curvature Risk Position Down ----- GIRR Curvature Risk Position Scenario ----- GIRR Curvature Risk Position Up ----- GIRR Curvature Risk Weight ----- GIRR Curvature Sb ----- GIRR Curvature shock-down prices ----- GIRR Curvature shock-up prices ----- GIRR Scenario Down PV.CCY ----- GIRR Scenario Up PV.CCY ----- GIRR.PV.CCY Internal.Filtered ---- Delta ---- Vega --- Notional --- Notional (Original Currency) --- Notional (Original Currency) DRC --- Notional DRC --- PV --- PV DRC --- PV.CCY --- RRAO --- Timestamp - Context values GIRR Curvature Risk Weight sbm Description The risk weights applied in curvature calculations Reference [MAR21.5] Notation $RW_k^{(curvature)}$ The measure requires having hierarchy(ies) in the view: [Buckets].[GIRR Buckets]. See also GIRR Curvature Sb GIRR Curvature shock-up prices GIRR Curvature Risk Position Scenario GIRR Curvature Risk Position Up GIRR Curvature CVR Down GIRR Curvature Delta Weighted Sensitivities GIRR Curvature CVR Up GIRR Curvature Risk Charge GIRR Curvature shock-down prices GIRR Curvature Delta Sensitivities GIRR Curvature Risk Position GIRR Curvature Risk Position Down GIRR Curvature Risk Position Up GIRR Curvature Sb
FRTB Accelerator Cube Guide